-6.8%
PEG vs TKO
+1.2%
-8.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | -2.4% | +1.6% | -4.0% | -2.5% |
| 3M | -4.8% | -7.8% | +3.0% | -4.4% |
| 6M | -10.7% | -13.3% | +2.6% | -10.4% |
| YTD | -6.7% | -10.3% | +3.6% | -6.5% |
| 1Y | -6.8% | -0.6% | -6.2% | -7.2% |
| All | -6.8% | +1.2% | -8.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling